st: Re: nonlinear constrained estimation and "makecns"

I don't think this is the appropriate way to deal with this. By
pooling the data in these two equations you are assuming that there
is a single error process. Dealing with them as SUR equations,
without constraints, would clearly not result in equal sigma^2. Even
though two of the equations' coefficients are forced to be
proportional by the constraints, the third is not, so I would think
that the imposition of a single error variance implied by this method
would be an inappropriate restriction on the DGP.

Actually, I should have seen that I have already done something
that is
very close in the -propcnsreg- package, see -findit propcnsreg-. You
need to create a singly y variable, and a dummy variable indicating
whether the a record is refering to y1 or y2 (call this dummy variable
D). Than you type: